Name Due Date Deal type CCY Original size Original rtg Price received Decimal price Price type DM To Mat DM To Call WAL|Mat WAL|Call Call Date Yield % NAV Country Type Dealer DM | WAL Manager Current rtg CPR MVAP MVDP CDR Loss Severity Annualised Defaults Sub 80 Assets MVOC RPE Warf Annualised Par Build Diversity DM To Worst Current Size CUSIP ISIN
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS RMACS 2006-NS3X A2A 22-Sep-25 ABS EUR 1,500,000   98.51 98.51 CVR | 3.50        
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 13-Feb-25 RMBS GBP 1,400,000 AA 98.112 98.11 CVR UNITED KINGDOM MBS - Non-Conforming A      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 10-Jan-25 RMBS GBP 7,500,000 AAA 97.922 97.92 CVR UNITED KINGDOM MBS - Non-Conforming AA     XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 17-Dec-24 RMBS GBP 5,100,000 AAA 97.872 97.87 CVR UNITED KINGDOM MBS - Non-Conforming AA     XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 14-Nov-24 RMBS GBP 600,000 AAA 97.525 97.53 CVR UNITED KINGDOM MBS - Non-Conforming AA      
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 23-Apr-24 RMBS GBP 5,090,000 AAA LM97H 97.35 TALK AA 812,517   XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 23-Apr-24 RMBS GBP 5,090,000 AAA 97.411 97.41 CVR UNITED KINGDOM MBS - Non-Conforming AA 812,517   XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 13-Oct-21 RMBS GBP 5,000,000   96.822 96.82 CVR AAA 1,122,338   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 9-Sep-21 RMBS GBP 9,250,000   L96 96.20 TALK       XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 8-Sep-21 RMBS GBP 9,250,000   L96 96.20 TALK       XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 28-Nov-18 RMBS GBP 33,370,000   93.17 93.17 TALK A 9,946,262   XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 15-Oct-18 RMBS GBP 1,100,000   95.85 95.85 CVR   327,866   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   95.82 95.82 TALK A- 22,880,000   XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   96.061 96.06 CVR A- 22,880,000   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   96.23 96.23 TALK A- 22,880,000   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMBS,TALK,TALK RMBS,GBP,TALK GBP,RMBS RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS RMACS 2006-NS3X A2A 22-May-17 RMBS GBP 300,000   95.25 95.25 CVR   103,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   89A 89.00 TALK   1,900,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   88H 88.00 TALK   1,900,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   87.61 87.61 CVR   1,900,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   DNT   CVR       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   1,500,000   H93S 93.80 TALK       XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   7,000,000   93.95 93.95 CVR   2,905,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   LM93S 93.35 TALK   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   LM90S 93.50 TALK   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   L93H 93.20 TALK   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   93H 93.00 TALK   3,130,221   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   93.61 93.61 CVR   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   93.25 93.25 TALK   3,130,221   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   LM90S 93.50 TALK   2,052,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   H93S 93.80 TALK   2,052,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   93H 93.00 TALK   2,052,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   93.86 93.86 CVR   2,052,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,950,000   93.76 93.76 TALK   2,052,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK   3,130,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK       XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   1,640,000   93.31 93.31 CVR   680,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   2,800,000   94.5 94.50 CVR       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   1,640,000   92.7 92.70 TALK   679,942   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   95A 95.00 TALK   9,680,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,680,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   95A 95.00 TALK   9,680,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,676,736   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   LM90S 93.50 TALK   9,676,736   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   94.55 94.55 TALK   9,676,736   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   94.08 94.08 TALK   9,676,736   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   93H 93.00 TALK   9,676,736   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,677,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   2,000,000   TRD   CVR       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   91.5 91.50 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   90a 90.00 TALK       XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   91.02 91.02 CVR       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   90h 90.00 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   88.5 88.50 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   7,400,000   91.5 91.50 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   DNT   CVR   2,125,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   91a 91.00 TALK   2,125,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   92a 92.00 TALK   2,125,000   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK       XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L91 91.20 CVR       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   91h 91.00 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK       XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   4,500,000   91.5-92 91.50 TALK       XS0268014353
RMBS,CVR,CVR RMBS,,CVR ,RMBS RMACS 2006-NS3X A2A RMBS   9,000,000   94.39 94.39 CVR   3,935,153   XS0268014353
RMBS,TALK,TALK RMBS,,TALK ,RMBS RMACS 2006-NS3X A2A RMBS   9,000,000   93.7 93.70 TALK   3,935,153   XS0268014353
 
 
Note: Currency and Rating details have been collected since September 2016, they are extracted directly from secondary market messages and SCI does not verify the accuracy of this information.